+396.4%
PLD vs ALM
+3,431.9%
-3,035.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.4% | -2.1% |
| 7D | +0.4% | -14.5% | +14.9% | +0.5% |
| 30D | -0.1% | -39.0% | +38.9% | 0.0% |
| 3M | -7.9% | -40.3% | +32.3% | -7.8% |
| 6M | -7.0% | -60.3% | +53.4% | -6.8% |
| YTD | +3.1% | -9.8% | +12.8% | +3.0% |
| 1Y | +7.1% | +30.8% | -23.7% | +6.9% |
| 3Y | +32.9% | +772.4% | -739.5% | +31.9% |
| 5Y | +1.5% | +390.7% | -389.2% | +0.9% |
| 10Y | +245.9% | +2,028.5% | -1,782.6% | +242.7% |
| All | +396.4% | +3,431.9% | -3,035.5% | +389.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling